market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
16/05/2024 0.51% 96.95 % 97.45 % 500,000 500,000 500,000 500,000 486,155 CHF 488,655 CHF 99.38% 99.38%
15/05/2024 0.51% 97.40 % 97.90 % 500,000 500,000 500,000 500,000 488,328 CHF 490,828 CHF 98.97% 98.97%
14/05/2024 0.51% 97.95 % 98.45 % 500,000 500,000 500,000 500,000 489,292 CHF 491,792 CHF 99.38% 99.38%
13/05/2024 0.51% 97.60 % 98.10 % 500,000 500,000 500,000 500,000 488,534 CHF 491,034 CHF 98.82% 98.82%
10/05/2024 0.52% 96.55 % 97.05 % 500,000 500,000 500,000 500,000 483,689 CHF 486,189 CHF 99.20% 99.20%
08/05/2024 0.50% 94.95 % 95.45 % 500,000 500,000 500,000 500,000 473,150 CHF 475,506 CHF 99.05% 99.05%
07/05/2024 0.52% 96.20 % 96.70 % 500,000 500,000 500,000 500,000 479,988 CHF 482,488 CHF 97.39% 97.39%
06/05/2024 0.52% 94.80 % 95.30 % 500,000 500,000 500,000 500,000 477,513 CHF 480,013 CHF 99.38% 99.38%
03/05/2024 0.52% 95.90 % 96.40 % 500,000 500,000 500,000 500,000 479,672 CHF 482,172 CHF 99.37% 99.37%
02/05/2024 0.48% 93.65 % 94.10 % 500,000 500,000 500,000 500,000 465,029 CHF 467,279 CHF 99.33% 99.33%

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